Fundamental arbitrage under the microscope : evidence from detailed hedge fund transaction data
Year of publication: |
February 24, 2021
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Authors: | Von Beschwitz, Bastian ; Lunghi, Sandro ; Schmidt, Daniel |
Publisher: |
Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board |
Subject: | Hedge funds | Short selling | Profitability | Fundamental Trading | Hedgefonds | Hedge fund | Arbitrage | Fundamentalanalyse | Fundamental analysis | Performance-Messung | Performance measurement |
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